CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
0.9797 |
0.9796 |
-0.0001 |
0.0% |
0.9699 |
High |
0.9909 |
0.9896 |
-0.0013 |
-0.1% |
0.9909 |
Low |
0.9735 |
0.9794 |
0.0059 |
0.6% |
0.9652 |
Close |
0.9796 |
0.9871 |
0.0075 |
0.8% |
0.9796 |
Range |
0.0174 |
0.0102 |
-0.0072 |
-41.4% |
0.0257 |
ATR |
0.0105 |
0.0105 |
0.0000 |
-0.2% |
0.0000 |
Volume |
4,758 |
10,121 |
5,363 |
112.7% |
17,154 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0160 |
1.0117 |
0.9927 |
|
R3 |
1.0058 |
1.0015 |
0.9899 |
|
R2 |
0.9956 |
0.9956 |
0.9890 |
|
R1 |
0.9913 |
0.9913 |
0.9880 |
0.9935 |
PP |
0.9854 |
0.9854 |
0.9854 |
0.9864 |
S1 |
0.9811 |
0.9811 |
0.9862 |
0.9833 |
S2 |
0.9752 |
0.9752 |
0.9852 |
|
S3 |
0.9650 |
0.9709 |
0.9843 |
|
S4 |
0.9548 |
0.9607 |
0.9815 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0557 |
1.0433 |
0.9937 |
|
R3 |
1.0300 |
1.0176 |
0.9867 |
|
R2 |
1.0043 |
1.0043 |
0.9843 |
|
R1 |
0.9919 |
0.9919 |
0.9820 |
0.9981 |
PP |
0.9786 |
0.9786 |
0.9786 |
0.9817 |
S1 |
0.9662 |
0.9662 |
0.9772 |
0.9724 |
S2 |
0.9529 |
0.9529 |
0.9749 |
|
S3 |
0.9272 |
0.9405 |
0.9725 |
|
S4 |
0.9015 |
0.9148 |
0.9655 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0330 |
2.618 |
1.0163 |
1.618 |
1.0061 |
1.000 |
0.9998 |
0.618 |
0.9959 |
HIGH |
0.9896 |
0.618 |
0.9857 |
0.500 |
0.9845 |
0.382 |
0.9833 |
LOW |
0.9794 |
0.618 |
0.9731 |
1.000 |
0.9692 |
1.618 |
0.9629 |
2.618 |
0.9527 |
4.250 |
0.9361 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9862 |
0.9843 |
PP |
0.9854 |
0.9816 |
S1 |
0.9845 |
0.9788 |
|